Yuanjie Semiconductor (China) Market Value
| 688498 Stock | 135.48 0.92 0.68% |
| Symbol | Yuanjie |
Yuanjie Semiconductor 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Yuanjie Semiconductor's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Yuanjie Semiconductor.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Yuanjie Semiconductor on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Yuanjie Semiconductor Technology or generate 0.0% return on investment in Yuanjie Semiconductor over 90 days. Yuanjie Semiconductor is related to or competes with LianChuang Electronic, Zhangjiagang Elegant, Anhui Shiny, Techshine Electronics, Yindu Kitchen, Beijing Kingsoft, and Jinhui Liquor. Yuanjie Semiconductor is entity of China More
Yuanjie Semiconductor Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Yuanjie Semiconductor's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Yuanjie Semiconductor Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 20.85 | |||
| Value At Risk | (6.73) | |||
| Potential Upside | 5.82 |
Yuanjie Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yuanjie Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yuanjie Semiconductor's standard deviation. In reality, there are many statistical measures that can use Yuanjie Semiconductor historical prices to predict the future Yuanjie Semiconductor's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.2431 | |||
| Treynor Ratio | (0.65) |
Yuanjie Semiconductor Backtested Returns
At this point, Yuanjie Semiconductor is very steady. Yuanjie Semiconductor shows Sharpe Ratio of 0.0198, which attests that the company had a 0.0198 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Yuanjie Semiconductor, which you can use to evaluate the volatility of the company. Please check out Yuanjie Semiconductor's Mean Deviation of 2.88, market risk adjusted performance of (0.64), and Standard Deviation of 3.88 to validate if the risk estimate we provide is consistent with the expected return of 0.0792%. Yuanjie Semiconductor has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yuanjie Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yuanjie Semiconductor is expected to be smaller as well. Yuanjie Semiconductor right now maintains a risk of 4.01%. Please check out Yuanjie Semiconductor mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Yuanjie Semiconductor will be following its historical returns.
Auto-correlation | -0.56 |
Good reverse predictability
Yuanjie Semiconductor Technology has good reverse predictability. Overlapping area represents the amount of predictability between Yuanjie Semiconductor time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yuanjie Semiconductor price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Yuanjie Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 52.73 |
Yuanjie Semiconductor lagged returns against current returns
Autocorrelation, which is Yuanjie Semiconductor stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Yuanjie Semiconductor's stock expected returns. We can calculate the autocorrelation of Yuanjie Semiconductor returns to help us make a trade decision. For example, suppose you find that Yuanjie Semiconductor has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Yuanjie Semiconductor regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Yuanjie Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yuanjie Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yuanjie Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
Yuanjie Semiconductor Lagged Returns
When evaluating Yuanjie Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yuanjie Semiconductor stock have on its future price. Yuanjie Semiconductor autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Yuanjie Semiconductor autocorrelation shows the relationship between Yuanjie Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Yuanjie Semiconductor Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Yuanjie Stock
Yuanjie Semiconductor financial ratios help investors to determine whether Yuanjie Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Yuanjie with respect to the benefits of owning Yuanjie Semiconductor security.